Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47842.19 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46447.29 Kr¶

PnL: ---------------------------------------> -441.28 Kr¶

DD now: ---------------------------------> -1.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:50:49.426219'

Anic Portfolio¶

Today¶

Return: 0.273 %¶

This Week¶

Return: 0.65 %¶

Total¶

Return: 56.623 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.410000 432.200000 77.200000 21.750000 355.000000
Corem Property Group B 59 -2.490000 646.050000 69.050000 11.970000 576.999999
SAAB B 8 1.040000 3429.600000 52.600000 1.560000 3377.000000
HMS Networks 2 0.000000 719.600000 46.600000 6.920000 673.000000
Boozt 12 -0.490000 1698.000000 44.000000 2.660000 1653.999996
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
Intrum 4 0.370000 548.200000 21.200000 4.020000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
Norva24 Group 16 2.130000 553.600000 10.600000 1.950000 543.000000
AcadeMedia 12 0.710000 564.600000 7.600000 1.360000 557.000004
Swedbank A 3 1.960000 570.000000 6.000000 1.060000 564.000000
Resurs Holding 22 -0.080000 578.160000 4.160000 0.720000 573.999998
Nordea Bank Abp 29 0.170000 3455.060000 1.060000 0.030000 3453.999992
Karnov Group 9 -2.130000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Securitas B 6 -0.110000 568.800000 -1.200000 -0.210000 570.000000
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 0.500000 525.460000 -8.540000 -1.600000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
FM Mattsson Mora Group B 50 -2.690000 2890.000000 -37.000000 -1.260000 2927.000000
International Petroleum Corp. 5 2.580000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.550000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 0.290000 3598.400000 -157.600000 -4.200000 3756.000001
Fasadgruppen Group 35 -0.100000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46447.290000 -441.280000 -1.61979% 46888.564618

Updated:¶

'2023-01-18 13:51:02.030970'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶